I thought I'd follow up the last post with another selection behavior oddity that I see all the time on the discussion groups.
With this problem, you select one object or group of objects to modify, but when you go to select another object or group, the first de-select, leaving you to wonder what happened.
The answer is usually in the "Use Shift to add to selection" setting on the Selection tab of the Options dialog box. (Also known as PICKADD.) When it's checked, or when the variable is set to 0, the only way to add objects to your selection set is by holding down the Shift key while you click on them.
With the box unchecked, as it usually is, you can simply click on objects to add them to your selection set, and hold down Shift while clicking on objects to de-select them.